Drag+drop tracks from Cakewalk to another DAW?

I may wish to eventually migrate my projects from Sonar Artist / Cakewalk BandLab to a different DAW.
(I work strictly in MIDI notation via the Piano Roll. I have no Audio tracks.)
 
I would migrate them in OMF format, but the other DAW doesn't currently import that format. I read somewhere that you could successfully drag and drop tracks from Sonar / Cakewalk BandLab to elsewhere. However, in dragging the mouse across track(s) in Sonar just highlights them all.
 
Is it possible to drag and drop tracks outside the interface into another DAW?
I would really like to know, unless there are other clean cut options in migrating my projects.
 
Although Cakewalk exports to OMF, they'd sit there in limbo until the other DAW supports them. (Or, I just rewrite all the projects.)
Any information on dragging and dropping them out is appreciated! Thanks in advance. :)